TransactionChargeLinear

java.lang.Object

org.drip.portfolioconstruction.core.Block

org.drip.portfolioconstruction.cost.TransactionCharge

org.drip.portfolioconstruction.cost.TransactionChargeLinear

public class TransactionChargeLinear
extends TransactionCharge

TransactionChargeLinear contains the Parameters for the Linear Transaction Charge Scheme.

Module = Portfolio Core Module
Library = Asset Allocation Analytics
Project = Portfolio Construction under Allocation Constraints
Package = Transaction Charge Objective Term Suite

Author:: Lakshmi Krishnamurthy

Constructor Summary

Constructors
Constructor	Description
`TransactionChargeLinear(java.lang.String name, java.lang.String id, java.lang.String description, double linearCharge)`	TransactionChargeLinear Constructor

Method Summary

Modifier and Type	Method	Description
`double`	`estimate(double initialSize, double finalSize)`	Estimate the Transaction Charge for a Single Holdings Change
`double`	`linearCharge()`	Retrieve the Linear Transaction Charge

Methods inherited from class org.drip.portfolioconstruction.core.Block

description, hashCode, id, name, Standard, timeStamp

Methods inherited from class java.lang.Object

equals, getClass, notify, notifyAll, toString, wait, wait, wait

Constructor Details
- TransactionChargeLinear
  
  public TransactionChargeLinear(java.lang.String name, java.lang.String id, java.lang.String description, double linearCharge) throws java.lang.Exception
  
  TransactionChargeLinear Constructor
  
  Parameters:
  
  name - Transaction Charge Name
  
  id - Transaction Charge ID
  
  description - Description of the Transaction Charge
  
  linearCharge - Linear Transaction Charge
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid
Method Details
- linearCharge
  
  public double linearCharge()
  
  Retrieve the Linear Transaction Charge
  
  Returns:
  
  The Linear Transaction Charge
- estimate
  
  public double estimate(double initialSize, double finalSize) throws java.lang.Exception
  
  Description copied from class: TransactionCharge
  
  Estimate the Transaction Charge for a Single Holdings Change
  
  Specified by:
  
  estimate in class TransactionCharge
  
  Parameters:
  
  initialSize - Initial Size
  
  finalSize - Final Size
  
  Returns:
  
  The Transaction Charge Estimate
  
  Throws:
  
  java.lang.Exception - Thrown if the Inputs are Invalid